pandas_indicators.py 文件源码

def Chaikin(df):
    ad = (2 * df['Close'] - df['High'] - df['Low']) / (df['High'] - df['Low']) * df['Volume']
    Chaikin = pd.Series(pd.ewma(ad, span = 3, min_periods = 2) - pd.ewma(ad, span = 10, min_periods = 9), name = 'Chaikin')
    df = df.join(Chaikin)
    return df

#Money Flow Index and Ratio